Related papers: Sequential Joint Detection and Estimation
We revisit the problem of statistical sequence matching initiated by Unnikrishnan (TIT 2015) and derive theoretical performance guarantees for sequential tests that have bounded expected stopping times. Specifically, in this problem, one is…
Single fault sequential change point problems have become important in modeling for various phenomena in large distributed systems, such as sensor networks. But such systems in many situations present multiple interacting faults. For…
We study the composite sequential quantum hypothesis testing (SQHT) problem, where the objective is to distinguish a null quantum state from a set of alternative quantum states. We propose a mixture-sequential quantum probability ratio test…
We investigate the problem of jointly testing a pair of composite hypotheses and, depending on the test result, estimating a random parameter under distributional uncertainties. Specifically, it is assumed that the distribution of the data…
We consider a multi-hypothesis testing problem involving a K-armed bandit. Each arm's signal follows a distribution from a vector exponential family. The actual parameters of the arms are unknown to the decision maker. The decision maker…
In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…
A novel sequential change detection problem is proposed, in which the goal is to not only detect but also accelerate the change. Specifically, it is assumed that the sequentially collected observations are responses to treatments selected…
Online evaluation of machine learning models is typically conducted through A/B experiments. Sequential statistical tests are valuable tools for analysing these experiments, as they enable researchers to stop data collection early without…
Under some mild Markov assumptions it is shown that the problem of designing optimal sequential tests for two simple hypotheses can be formulated as a linear program. The result is derived by investigating the Lagrangian dual of the…
A sequential design problem for rank aggregation is commonly encountered in psychology, politics, marketing, sports, etc. In this problem, a decision maker is responsible for ranking $K$ items by sequentially collecting pairwise noisy…
We study sequential multiple testing with independent data streams, where the goal is to identify an unknown subset of signals while controlling commonly used error metrics, including generalized familywise rates and false discovery and…
In many derivative-free optimization algorithms, a sufficient decrease condition decides whether to accept a trial step in each iteration. This condition typically requires that the potential objective function value decrease of the trial…
Sequential methods for quantum hypothesis testing offer significant advantages over fixed-length approaches, which rely on a predefined number of state copies. Despite their potential, these methods remain underexplored for unambiguous…
Over the past decades, linear mixed models have attracted considerable attention in various fields of applied statistics. They are popular whenever clustered, hierarchical or longitudinal data are investigated. Nonetheless, statistical…
We introduce sequential analysis in quantum information processing, by focusing on the fundamental task of quantum hypothesis testing. In particular our goal is to discriminate between two arbitrary quantum states with a prescribed error…
We highlight a striking difference in behavior between two widely used variants of coordinate ascent variational inference: the sequential and parallel algorithms. While such differences were known in the numerical analysis literature in…
The problem of detecting anomalies in multiple processes is considered. We consider a composite hypothesis case, in which the measurements drawn when observing a process follow a common distribution with an unknown parameter (vector), whose…
This work considers the problem of quickest detection of signals in a coupled system of $N$ sensors, which receive continuous sequential observations from the environment. It is assumed that the signals, which are modeled by general It\^{o}…
This article develops a method to construct the optimal sequential test for monitoring the changes in the distribution of finite observation sequences with a general dependence structure. This method allows us to prove that different…
A generalized multisensor sequential change detection problem is considered, in which a number of (possibly correlated) sensors monitor an environment in real time, the joint distribution of their observations is determined by a global…